Are forecast updates progressive?
From MaRDI portal
Publication:2227404
DOI10.1016/j.matcom.2013.03.007zbMath1499.62444MaRDI QIDQ2227404
Chia-Lin Chang, Michael McAleer, Philip Hans Franses
Publication date: 15 February 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: http://papers.tinbergen.nl/13049.pdf
intuition; forecast errors; econometric models; macroeconomic forecasts; progressive forecast updates
62P20: Applications of statistics to economics
91B64: Macroeconomic theory (monetary models, models of taxation)
Cites Work
- Properties of ordinary least squares estimators in regression models with nonspherical disturbances
- Econometric Issues in the Analysis of Regressions with Generated Regressors
- When are two step estimators efficient?
- ON THE COMPARISON OF SEVERAL MEAN VALUES: AN ALTERNATIVE APPROACH
- Tests of equal forecast accuracy and encompassing for nested models